NYMEX Light Sweet Crude Oil Future August 2017
Trading Metrics calculated at close of trading on 13-Jul-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2017 |
13-Jul-2017 |
Change |
Change % |
Previous Week |
Open |
45.74 |
45.44 |
-0.30 |
-0.7% |
46.28 |
High |
46.48 |
46.28 |
-0.20 |
-0.4% |
47.32 |
Low |
45.11 |
44.99 |
-0.12 |
-0.3% |
43.78 |
Close |
45.49 |
46.08 |
0.59 |
1.3% |
44.23 |
Range |
1.37 |
1.29 |
-0.08 |
-5.8% |
3.54 |
ATR |
1.43 |
1.42 |
-0.01 |
-0.7% |
0.00 |
Volume |
963,505 |
748,971 |
-214,534 |
-22.3% |
3,636,792 |
|
Daily Pivots for day following 13-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49.65 |
49.16 |
46.79 |
|
R3 |
48.36 |
47.87 |
46.43 |
|
R2 |
47.07 |
47.07 |
46.32 |
|
R1 |
46.58 |
46.58 |
46.20 |
46.83 |
PP |
45.78 |
45.78 |
45.78 |
45.91 |
S1 |
45.29 |
45.29 |
45.96 |
45.54 |
S2 |
44.49 |
44.49 |
45.84 |
|
S3 |
43.20 |
44.00 |
45.73 |
|
S4 |
41.91 |
42.71 |
45.37 |
|
|
Weekly Pivots for week ending 07-Jul-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55.73 |
53.52 |
46.18 |
|
R3 |
52.19 |
49.98 |
45.20 |
|
R2 |
48.65 |
48.65 |
44.88 |
|
R1 |
46.44 |
46.44 |
44.55 |
45.78 |
PP |
45.11 |
45.11 |
45.11 |
44.78 |
S1 |
42.90 |
42.90 |
43.91 |
42.24 |
S2 |
41.57 |
41.57 |
43.58 |
|
S3 |
38.03 |
39.36 |
43.26 |
|
S4 |
34.49 |
35.82 |
42.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
46.48 |
43.65 |
2.83 |
6.1% |
1.49 |
3.2% |
86% |
False |
False |
909,530 |
10 |
47.32 |
43.65 |
3.67 |
8.0% |
1.51 |
3.3% |
66% |
False |
False |
865,488 |
20 |
47.32 |
42.05 |
5.27 |
11.4% |
1.32 |
2.9% |
76% |
False |
False |
775,426 |
40 |
52.22 |
42.05 |
10.17 |
22.1% |
1.40 |
3.0% |
40% |
False |
False |
483,611 |
60 |
53.62 |
42.05 |
11.57 |
25.1% |
1.40 |
3.0% |
35% |
False |
False |
344,310 |
80 |
54.63 |
42.05 |
12.58 |
27.3% |
1.28 |
2.8% |
32% |
False |
False |
266,687 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51.76 |
2.618 |
49.66 |
1.618 |
48.37 |
1.000 |
47.57 |
0.618 |
47.08 |
HIGH |
46.28 |
0.618 |
45.79 |
0.500 |
45.64 |
0.382 |
45.48 |
LOW |
44.99 |
0.618 |
44.19 |
1.000 |
43.70 |
1.618 |
42.90 |
2.618 |
41.61 |
4.250 |
39.51 |
|
|
Fisher Pivots for day following 13-Jul-2017 |
Pivot |
1 day |
3 day |
R1 |
45.93 |
45.77 |
PP |
45.78 |
45.46 |
S1 |
45.64 |
45.16 |
|